Anic Equity¶

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Total return since start: 0.585 %¶

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Equity now: -----------------------------> 48415.3 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46215.76 Kr¶

PnL: ---------------------------------------> -2006.49 Kr¶

DD now: ---------------------------------> -7.023 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 12:40:24.527222'

Anic Portfolio¶

This Week¶

Return: -0.074 %¶

Total¶

Return: 58.564 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -7.790000 841.500000 143.500000 20.560000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Nordisk Bergteknik B 130 -2.420000 4199.000000 35.000000 0.840000 4163.999970
Tobii Dynavox 109 -1.390000 2751.710000 29.710000 1.090000 2721.999993
Stillfront Group 38 -2.040000 710.980000 24.980000 3.640000 686.000016
MEKO 13 -1.300000 1574.300000 20.300000 1.310000 1554.000006
Tietoevry 2 -1.570000 651.200000 13.200000 2.070000 638.000000
Vitec Software Group B 1 -1.650000 495.200000 10.200000 2.100000 485.000000
SKF A 3 -3.180000 594.000000 1.000000 0.170000 593.000001
SKF B 3 -3.510000 593.100000 -2.900000 -0.490000 596.000001
Mycronic 3 -2.880000 648.600000 -3.400000 -0.520000 651.999999
G5 Entertainment 3 -1.300000 567.300000 -4.700000 -0.820000 572.000001
ITAB Shop Concept 56 -1.130000 684.320000 -6.680000 -0.970000 691.000016
ACQ Bure SPAC 36 0.100000 3481.200000 -8.800000 -0.250000 3489.999984
Embracer Group B 14 -4.320000 679.700000 -9.300000 -1.350000 689.000004
Addnode Group B 6 -2.100000 699.000000 -10.000000 -1.410000 709.000002
ASSA ABLOY B 2 -1.450000 503.200000 -10.800000 -2.100000 514.000000
Husqvarna A 7 -2.540000 616.700000 -16.300000 -2.580000 632.999997
Loomis 6 -2.030000 2025.600000 -17.400000 -0.850000 2043.000000
Husqvarna B 7 -2.560000 616.980000 -23.020000 -3.600000 639.999997
Fastighetsbolag. Emilshus Pref 21 -2.100000 537.600000 -24.400000 -4.340000 562.000005
Rejlers B 6 -2.400000 928.800000 -33.200000 -3.450000 961.999998
Avanza Bank Holding 2 -7.070000 476.000000 -35.000000 -6.850000 511.000000
Lagercrantz Group B 5 -2.250000 566.000000 -41.000000 -6.750000 607.000000
Swedbank A 3 -3.470000 576.450000 -41.550000 -6.720000 618.000000
Arion Banki SDB 61 -2.550000 652.700000 -44.300000 -6.360000 697.000030
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Nordea Bank Abp 30 -3.640000 3715.200000 -47.800000 -1.270000 3762.999990
Collector Bank 29 -6.930000 1183.200000 -50.800000 -4.120000 1233.999996
Dustin Group 18 -4.610000 610.920000 -59.080000 -8.820000 669.999996
Mips 1 -2.830000 469.900000 -59.100000 -11.170000 529.000000
AFRY 3 -2.700000 519.900000 -75.100000 -12.620000 594.999999
Viaplay Group B 4 -5.460000 948.000000 -89.000000 -8.580000 1037.000000
Fastighetsbolaget Emilshus B 23 10.260000 595.700000 -99.300000 -14.290000 694.999993
RVRC Holding 17 -3.710000 547.060000 -135.940000 -19.900000 683.000007
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46235.220000 -1987.030000 -6.9851% 48222.250041

Updated:¶

'2023-03-13 12:39:47.098430'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶